Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47461.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46063.6 Kr¶

PnL: ---------------------------------------> -824.97 Kr¶

DD now: ---------------------------------> -2.402 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:37:33.731372'

Anic Portfolio¶

Today¶

Return: 0.321 %¶

This Week¶

Return: -0.942 %¶

Total¶

Return: 55.377 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.260000 2807.000000 171.000000 6.490000 2636.000010
HMS Networks 2 -1.370000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 1.130000 3522.920000 68.920000 2.000000 3453.999992
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.670000 3420.000000 43.000000 1.270000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.080000 397.900000 42.900000 12.080000 355.000000
Boozt 12 1.080000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 1.370000 601.920000 27.920000 4.860000 573.999998
Corem Property Group B 59 0.490000 601.800000 24.800000 4.300000 576.999999
Swedbank A 3 1.670000 585.450000 21.450000 3.800000 564.000000
AcadeMedia 12 -0.080000 578.160000 21.160000 3.800000 557.000004
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Securitas B 6 1.350000 583.920000 13.920000 2.440000 570.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.020000 254.160000 8.160000 3.320000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 -0.070000 535.200000 3.200000 0.600000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
CTEK 13 -3.750000 510.770000 -23.230000 -4.350000 533.999999
Essity B 2 -0.690000 545.400000 -28.600000 -4.980000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.760000 1429.200000 -234.800000 -14.110000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 46063.600000 -824.970000 -2.40243% 46888.564618

Updated:¶

'2023-01-27 13:37:46.785408'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶